Raytheon Co MEM Volatility Analysis
Inactive
Last recorded values (Monday, April 6th, 2020):
1 Day
86.30%
1 Week
85.12%
1 Month
80.70%
Analysis last updated: Friday, April 3, 2020 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0517 | 7.23 | |
| 0.1957 | 32.72 | |
| 0.7887 | 222.60 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2020
Jan 2, 1990 to Apr 3, 2020
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